The limit functions of a random iteration system

This paper discusses the limit functions of a random iteration system formed by finitely many rational functions. Applying these results we prove that a hyperbolic iteration system has no wandering domain and that its limit functions are constant. Finally the continuity on its Julia set is considered.     

Universal distribution of limit points

We consider sequences of functions that have in some sense a universal distribution of limit points of zeros in the complex plane. In particular, we prove that functions having universal approximation properties on compact sets with connected complement automatically have such a universal distribution of limit points. Moreover, in the case of sequences of derivatives, we show connections between this kind of universality and some rather old results of Edrei/MacLane and Pólya. Finally, we show the lineability of the set what we call Jentzsch-universal power series.     

Diffusion relaxation limit of a bipolar hydrodynamic model for semiconductors

In the paper, we discuss the relaxation limit of a bipolar isentropic hydrodynamical models for semiconductors with small momentum relaxation time. With the help of the Maxwell iteration, we prove that, as the relaxation time tends to zero, periodic initial-value problems of a scaled bipolar isentropic hydrodynamic model have unique smooth solutions existing in the time interval where the classical drift-diffusion model has smooth solutions. Meanwhile, we justify a formal derivation of the corresponding drift-diffusion model from the bipolar hydrodynamic model.     

Multidimensional viscous shocks II: The small viscosity limit

In this paper we prove the existence of curved, multidimensional viscous shocks and also justify the small‐viscosity limit. Starting with a curved, multidimensional (inviscid) shock solution to a system of hyperbolic conservation laws, we show that the shock can be obtained as a small‐viscosity limit of solutions to an associated parabolic problem (viscous shocks). The two main hypotheses are a natural Evans function assumption on the viscous profile, together with a restriction on how much the shock can deviate from flatness. The main tools are a conjugation lemma that removes x_N/? dependence from the linearization of the parabolic problem about the viscous profile, new degenerate Kreiss‐type symmetrizers used to prove an L² estimate for the linearized problem, and a finite‐regularity calculus of semiclassical and mixed type (classical‐semiclassical) pseudodifferential operators. © 2003 Wiley Periodicals, Inc.     

A non-central banach valued limit theorem and its application

This note is devoted to the generalization of a limit theorem on sums of strongly dependent random variables (non-central limit theorem) to the case when the initial Gaussian sequence, functions of which are considered, assumes values in the Banach space of continuous functions on a compactum; special attention is given to the transition case, when the limit distribution changes by a jump.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova Akademii Nauk SSSR, Vol. 177, pp. 114–119, 1989.     

Strong relaxation limit of multi-dimensional isentropic Euler equations

This paper is devoted to study the strong relaxation limit of multi-dimensional isentropic Euler equations with relaxation. Motivated by the Maxwell iteration, we generalize the analysis of Yong (SIAM J Appl Math 64:1737–1748, 2004) and show that, as the relaxation time tends to zero, the density of a certain scaled isentropic Euler equations with relaxation strongly converges towards the smooth solution to the porous medium equation in the framework of Besov spaces with relatively lower regularity. The main analysis tool used is the Littlewood–Paley decomposition.     

Strong relaxation limit of multi-dimensional isentropic Euler equations

This paper is devoted to study the strong relaxation limit of multi-dimensional isentropic Euler equations with relaxation. Motivated by the Maxwell iteration, we generalize the analysis of Yong (SIAM J Appl Math 64:1737–1748, 2004) and show that, as the relaxation time tends to zero, the density of a certain scaled isentropic Euler equations with relaxation strongly converges towards the smooth solution to the porous medium equation in the framework of Besov spaces with relatively lower regularity. The main analysis tool used is the Littlewood–Paley decomposition.     

Almost sure central limit theorems on the Wiener space

In this paper, we study almost sure central limit theorems for sequences of functionals of general Gaussian fields. We apply our result to non-linear functions of stationary Gaussian sequences. We obtain almost sure central limit theorems for these non-linear functions when they converge in law to a normal distribution.     

Discrete limit theorems for general Dirichlet series. III

Here we prove a limit theorem in the sense of the weak convergence of probability measures in the space of meromorphic functions for a general Dirichlet series. The explicit form of the limit measure in this theorem is given. Partially supported by Lithuanian Foundation of Studies and Science     

Fractional diffusion limit for a stochastic kinetic equation

We study the stochastic fractional diffusive limit of a kinetic equation involving a small parameter and perturbed by a smooth random term. Generalizing the method of perturbed test functions, under an appropriate scaling for the small parameter, and with the moment method used in the deterministic case, we show the convergence in law to a stochastic fluid limit involving a fractional Laplacian.     

Three-coloring statistical model with domain wall boundary conditions: Trigonometric limit

We consider a nontrivial trigonometric limit of the three-coloring statistical model with the domain wall boundary conditions. In this limit, we solve the previously constructed functional equations and find a new determinant representation for the partial partition functions.     

A note on the central limit theorem for bipower variation of general functions

In this paper we present a central limit theorem for general functions of the increments of Brownian semimartingales. This provides a natural extension of the results derived in [O.E. Barndorff-Nielsen, S.E. Graversen, J. Jacod, M. Podolskij, N. Shephard, A central limit theorem for realised power and bipower variations of continuous semimartingales, in: From Stochastic Analysis to Mathematical Finance, Festschrift for Albert Shiryaev, Springer, 2006], where the central limit theorem was shown for even functions. We prove an infeasible central limit theorem for general functions and state some assumptions under which a feasible version of our results can be obtained. Finally, we present some examples from the literature to which our theory can be applied.     

Quasineutral limit of an euler-poisson system arising from plasma physics

In this paper, we study the quasineutral limit of an Euler-Poisson system arising from plasma physics i.e. the limit when the Debye length tends to of a non linear hyperbolic system coupled with a non linear elliptic equation.The proof uses pseudodiiferential energy estimates techniques, in order to justify classical limits in small time, for strong solutions.     

Euclidean distance degree and limit points in a Morsification

Motivated by finding an effective way to compute the algebraic complexity of the nearest point problem for algebraic models, we introduce an efficient method for detecting the limit points of the stratified Morse trajectories in a small perturbation of any polynomial function on a complex affine variety. We compute the multiplicities of these limit points in terms of vanishing cycles. In the case of functions with only isolated stratified singularities, we express the local multiplicities in terms of polar intersection numbers.     

A characterization of a limit solution for finite horizon bargaining problems

We investigate a two-person random proposer bargaining game with a deadline. A bounded time interval is divided into bargaining periods of equal length and we study the limit of the subgame perfect equilibrium outcomes as the number of bargaining periods goes to infinity while the deadline is kept fixed. This limit is close to the discrete Raiffa solution when the time horizon is very short. If the deadline goes to infinity the limit outcome converges to the time preference Nash solution. Regarding this limit as a bargaining solution under deadline, we provide an axiomatic characterization.     

Multidimensional large deviation local limit theorems

An earlier paper by the author ([4], 97–114) established large deviation local limit theorems for arbitrary sequences of real valued random variables. This work showed clearly the connection between the Cramér series and large deviation rates. In this article we present large deviation local limit theorems for arbitrary multidimensional random variables based solely on conditions imposed on their moment generating functions. These results generalize the theorems of [12], 100–106) for sums of independent and identically distributed random vectors.     

Higher order limit q‐Bernstein operators

In this paper we give the estimates of the central moments for the limit q‐Bernstein operators. We introduce the higher order generalization of the limit q‐Bernstein operators and using the moment estimations study the approximation properties of these newly defined operators. It is shown that the higher order limit q‐Bernstein operators faster than the q‐Bernstein operators for the smooth functions defined on [0, 1]. Copyright © 2011 John Wiley & Sons, Ltd.     

A functional limit theorem for tapered empirical spectral functions

Using convolution properties of frequency-kernels and their upper bounds we obtain some new upper bounds for the cumulants of time series statistics. From these results we derive the asymptotic normality of some spectral estimates and the tightness of tapered empirical spectral functions in the space of Lipschitz-continuous functions. It follows that tapering increases the asymptotic variance of the estimates by a constant factor. All results are proved under integrability conditions on the spectra. A functional limit theorem for the empirical spectral function is also given without assuming all moments of the underlying process to exist.     

Bifurcation of limit cycles in piecewise smooth systems via Melnikov function

In this short paper, we present some remarks on the role of the rstorder Melnikov functions in studying the number of limit cycles of piecewisesmooth near-Hamiltonian systems on the plane.     

Quasineutral limit of bipolar quantum hydrodynamic model for semiconductors

This paper is concerned with the quasineutral limit of the bipolar quantum hydrodynamic model for semiconductors. It is rigorously proved that the strong solutions of the bipolar quantum hydrodynamic model converge to the strong solution of the so-called quantum hydrodynamic equations as the Debye length goes to zero. Moreover, we obtain the convergence of the strong solutions of bipolar quantum hydrodynamic model to the strong solution of the compressible Euler equations with damping if both the Debye length and the Planck constant go to zero simultaneously.